This is similar to our recommendation about the Package Deployer. Alternatively, when you download the xrm toolbox zip file, you can unblock the entire zip file before you extract it. if you are like me, you regularly forget to do that, and then Andre’s PowerShell is very helpful.

A third approach is to download the xrm toolbox using Firefox. Files downloaded via Firefox are not blocked by Windows, so you generally do not need to unblock them before running them.